Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49045.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44876.18 Kr¶

PnL: ---------------------------------------> -71.82 Kr¶

DD now: ---------------------------------> -7.672 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:37:31.508980'

Anic Portfolio¶

Today¶

Return: -0.524 %¶

This Week¶

Return: -0.524 %¶

Total portfolio value¶

Return including deposits: 60.561 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.380000 1660.320000 192.780000 13.140000 1467.540000
Sedana Medical 93 2.290000 2572.380000 57.660000 2.290000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
JM 6 1.950000 879.000000 16.800000 1.950000 862.200000
Platzer Fastigheter Holding B 12 1.380000 972.000000 13.200000 1.380000 958.800000
Atrium Ljungberg B 5 1.290000 945.000000 12.000000 1.290000 933.000000
Catena 2 1.370000 800.400000 10.800000 1.370000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Sagax B 4 1.130000 861.600000 9.600000 1.130000 852.000000
Biotage 7 0.750000 946.400000 7.000000 0.750000 939.400000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
Orrön Energy 180 0.130000 2043.000000 5.400000 0.270000 2037.600000
Hexatronic Group 12 0.450000 968.880000 4.320000 0.450000 964.560000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Byggmax Group 33 -0.350000 951.060000 -3.300000 -0.350000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.450000 933.750000 -4.250000 -0.450000 938.000000
Addnode Group B 11 -0.540000 913.550000 -4.950000 -0.540000 918.500000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Vitec Software Group B 2 -3.140000 1050.000000 -34.000000 -3.140000 1084.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.210000 819.200000 -36.000000 -4.210000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -3.910000 1167.000000 -47.500000 -3.910000 1214.500000
Bufab 3 -4.560000 1056.000000 -50.400000 -4.560000 1106.400000
Hexagon B 26 -1.540000 3398.200000 -53.300000 -1.540000 3451.500000
BHG Group 97 -6.660000 1358.970000 -96.030000 -6.600000 1455.000000
TOTAL 44876.180000 -71.820000 -7.67181% 44948.000000

Updated:¶

'2023-07-03 16:37:48.277656'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶